+642.2%
SCHW vs TMUS
+359.4%
+282.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -0.4% | +3.1% | -3.5% | -1.3% |
| 3M | +21.7% | +2.4% | +19.3% | +20.1% |
| 6M | +13.0% | -17.1% | +30.0% | +18.1% |
| YTD | +8.0% | -9.1% | +17.1% | +9.4% |
| 1Y | +15.8% | -23.6% | +39.4% | +23.2% |
| 3Y | +87.7% | +38.8% | +48.9% | +64.7% |
| 5Y | +59.7% | +43.0% | +16.7% | +38.0% |
| 10Y | +292.9% | +309.1% | -16.2% | +147.2% |
| All | +642.2% | +359.4% | +282.8% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TMUS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling